There's a thread in the Mods forum about making playable creature races. They've been discussing skeleton's (mesh version, not creature) for a bit now. They'd likely be able to help.
Though it might be just a matter of changing/removing the death animations instead of replacing the skeleton. I'm not sure exactly how that works.
I think I recently saw a discussion of this exact problem somewhere.
edit: I found the reference I'd seen to it. It's off-site, so I can't link you to it, but here's the relevant text:
*Sen says this is because the Bone Lords are basically an enlarged skeleton, and as such are meant to fly apart when they die. Garden variety skeletons do not wear armor (rusty cuirass, in this case) because when the arm bones go flying, the cuirass mesh is bound to do the same thing due to the sleeves being rigged to them. The only possible fix, if the Bone Lord has to wear armor, is to remove the sleeves from the armor mesh.
Sounds like you may only need to modify the cuirass a bit to do what you need.